Regulatory Alerts2024-06-28
Guideline on Net Stable Funding Ratio (NSFR) - June 2024
The Bank of Mauritius has issued this guideline to mandate a minimum Net Stable Funding Ratio (NSFR) of 100% for all licensed banks on both solo and consolidated bases. The requirement will be implemented in phases, starting at 70% from June 30, 2024, and reaching full compliance by December 31, 2024, with quarterly reporting due within twenty working days. The framework establishes detailed calibration methodologies for calculating Available Stable Funding and Required Stable Funding across various asset classes, liabilities, derivatives, and off-balance sheet exposures.
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